You need to get a firm handle on depth of field (DoF). At a wide aperture and short distance, this will be tiny. For example, here is a shot I took last night:
Camera: Nikon D40
Exposure: 1/100s
Aperture: f/2.8
Focal Length: 90mm (Vivitar 90mm lens)
ISO Speed: 200
It isn't great but illustrates just how small the DoF can get. That also reminds me of another possibility. I prefer the tone of some of the other shots I took that evening but you can see that nothing is very sharp:
That is the same set up except a shutter speed of 1/3s (handheld) and no flash. If you are shooting in darkish conditions you
may be using a shutter speed that is too slow and thus your pictures are not suffering from poor focus but camera shake instead.
Wulf